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In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…

Machine Learning · Statistics 2025-12-24 Anna R. Flowers , Christopher T. Franck , Robert B. Gramacy , Justin A. Krometis

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

Machine Learning · Computer Science 2022-12-26 Zeel B Patel , Nipun Batra , Kevin Murphy

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem…

Machine Learning · Statistics 2015-11-25 Yehong Zhang , Trong Nghia Hoang , Kian Hsiang Low , Mohan Kankanhalli

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Active learning methods for emulating complex computer models that rely on stationary Gaussian processes tend to produce design points that uniformly fill the entire experimental region, which can be wasteful for functions which vary only…

Methodology · Statistics 2025-07-16 Shangkun Wang , V. Roshan Joseph

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…

Machine Learning · Computer Science 2022-06-29 Jan Brüdigam , Martin Schuck , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Robert Chin , Alejandro I. Maass , Nalika Ulapane , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe , Hayato Nakada

Deep learning offers promising new ways to accurately model aleatoric uncertainty in robotic state estimation systems, particularly when the uncertainty distributions do not conform to traditional assumptions of being fixed and Gaussian. In…

Machine Learning · Computer Science 2025-02-28 Aastha Acharya , Caleb Lee , Marissa D'Alonzo , Jared Shamwell , Nisar R. Ahmed , Rebecca Russell

An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Yuhan Liu , Pengyu Wang , Roland Tóth

While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance.…

Systems and Control · Electrical Eng. & Systems 2025-05-09 Yuhan Liu , Máté Kiss , Roland Tóth , Maarten Schoukens

Planning is a powerful approach to control problems with known environment dynamics. In unknown environments the agent needs to learn a model of the system dynamics to make planning applicable. This is particularly challenging when the…

Machine Learning · Computer Science 2020-05-11 Nathanael Bosch , Jan Achterhold , Laura Leal-Taixé , Jörg Stückler

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Diverse domains of science and engineering use parameterised mechanistic models. Engineers and scientists can often hypothesise several rival models to explain a specific process or phenomenon. Consider a model discrimination setting where…

Machine Learning · Computer Science 2021-11-02 Simon Olofsson , Eduardo S. Schultz , Adel Mhamdi , Alexander Mitsos , Marc Peter Deisenroth , Ruth Misener

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

We investigate the use of derivative information for Batch Active Learning in Gaussian Process regression models. The proposed approach employs the predictive covariance matrix for selection of data batches to exploit full correlation of…

Machine Learning · Computer Science 2024-08-06 Hon Sum Alec Yu , Christoph Zimmer , Duy Nguyen-Tuong